+1,121.2%
KLAC vs DDOG
+449.5%
+671.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.6% | -2.7% |
| 7D | +2.5% | +3.2% | -0.8% | +1.4% |
| 30D | -11.5% | -10.2% | -1.4% | -9.3% |
| 3M | -16.9% | -2.6% | -14.3% | -18.0% |
| 6M | +22.2% | +80.1% | -57.9% | -2.3% |
| YTD | +46.4% | +63.0% | -16.7% | +18.5% |
| 1Y | +91.0% | +59.4% | +31.6% | +53.4% |
| 3Y | +264.6% | +127.0% | +137.5% | +152.4% |
| 5Y | +430.6% | +61.7% | +368.9% | +276.4% |
| All | +1,121.2% | +449.5% | +671.7% | +395.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DDOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling